-74.3%
GRAB vs USFD
+197.3%
-271.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.1% | +1.6% |
| 7D | -10.8% | -8.4% | -2.5% | -7.7% |
| 30D | -15.5% | -14.1% | -1.5% | -10.4% |
| 3M | -9.0% | +4.5% | -13.5% | -10.8% |
| 6M | -21.6% | +4.4% | -26.0% | -23.4% |
| YTD | -38.9% | +26.6% | -65.5% | -45.5% |
| 1Y | -44.8% | +19.4% | -64.2% | -49.7% |
| 3Y | -18.4% | +144.6% | -163.0% | -45.7% |
| 5Y | -71.6% | +194.5% | -266.2% | -82.3% |
| All | -74.3% | +197.3% | -271.6% | -83.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded USFD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling